+3,310.4%
V vs WFC
+333.6%
+2,976.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.2% | +1.2% | +0.9% | +1.8% |
| 30D | +13.6% | +5.2% | +8.4% | +11.7% |
| 3M | +14.3% | -3.0% | +17.3% | +15.3% |
| 6M | +33.1% | +6.2% | +26.9% | +29.9% |
| YTD | +21.2% | -7.9% | +29.1% | +23.6% |
| 1Y | +26.4% | +0.3% | +26.2% | +25.2% |
| 3Y | +77.6% | +117.7% | -40.1% | +32.4% |
| 5Y | +102.6% | +88.4% | +14.2% | +56.1% |
| 10Y | +464.4% | +147.3% | +317.1% | +272.7% |
| All | +3,310.4% | +333.6% | +2,976.7% | +1,638.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling